IEEE - Institute of Electrical and Electronics Engineers, Inc. - Predicting the tick-wise price fluctuations by means of evolutionary computation

Proceedings of the 2004 Congress on Evolutionary Computation

Author(s): M. Tanaka-Yamawaki ; T. Motoyama
Sponsor(s): IEEE Neural Network Soc.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2004
Conference Location: Portland, OR, USA, USA
Conference Date: 19 June 2004
Volume: 1
Page Count: 4
ISBN (Paper): 0-7803-8515-2
DOI: 10.1109/CEC.2004.1330964
Regular:

Tick-wise price fluctuations are known to have a certain characteristic style unlike the daily-close prices whose increments can be approximated by the random walk. We then expect to make a... View More

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